Preparation

Preheat oven to 350°. Cut out a wide circle around stem of pumpkin to make a lid. Lift lid; scrape off any seeds and set aside. Scoop out seeds and strings from inside pumpkin.

Place pumpkin in a roasting pan or on a rimmed baking sheet lined with parchment paper. Rub pumpkin flesh with butter. Sprinkle all over inside with ground fennel seeds and piment d'Espelette. Season lightly with salt and pepper. Add cheese, breadcrumbs, garlic, and bay leaves. Pour in stock to come within 3" of the pumpkin's rim. Cover with lid.

Roast pumpkin for 1 hour. Remove lid; put lid flesh side up on pan alongside pumpkin and return to oven. Continue to roast until pumpkin flesh is soft when pierced with a knife (take care not to puncture skin), 30-90 minutes more, depending on size of pumpkin.

Discard bay leaves. Season soup to taste with salt and pepper. To serve, gently scoop a big spoonful of flesh from sides or bottom of pumpkin into each bowl and ladle stock over. Garnish with parsley.